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Recent content by RandomWalk89

  1. RandomWalk89

    Control variate with Black and Scholes.

    Hey guys, I wrote this piece of code in order to price a floating strike lookback call option: <code> % function [Call]=Looback (S,r, sigma,T, M,n) % MATLAB code for European Lookback Call: Monte-Carlo %%%%%%%%%% Option parameters %%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%% S = 100; %...
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